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Article Dans Une Revue Journal of Functional Analysis Année : 2021

Large Deviations Asymptotics of Rectangular Spherical Integral

Résumé

In this article we study the Dyson Bessel process, which describes the evolution of singular values of rectangular matrix Brownian motions, and prove a large deviation principle for its empirical particle density. We then use it to obtain the asymptotics of the so-called rectangular spherical integrals as $m,n$ go to infinity while $m/n$ converges.

Dates et versions

hal-04410018 , version 1 (22-01-2024)

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Alice Guionnet, Jiaoyang Huang. Large Deviations Asymptotics of Rectangular Spherical Integral. Journal of Functional Analysis, 2021, 285 (11). ⟨hal-04410018⟩
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